Anic Equity¶

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Total return since start: 0.546 %¶

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Equity now: -----------------------------> 47224.69 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45829.72 Kr¶

PnL: ---------------------------------------> -1058.85 Kr¶

DD now: ---------------------------------> -2.89 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 14:42:29.466887'

Anic Portfolio¶

Today¶

Return: -1.516 %¶

This Week¶

Return: -1.436 %¶

Total¶

Return: 54.601 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.250000 2754.500000 118.500000 4.500000 2636.000010
FM Mattsson Mora Group B 50 -3.060000 3005.000000 78.000000 2.660000 2927.000000
SAAB B 8 0.140000 3412.000000 35.000000 1.040000 3377.000000
Beijer Electronics Group 26 -2.860000 3005.600000 34.600000 1.160000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -1.000000 387.000000 32.000000 9.010000 355.000000
Corem Property Group B 59 -2.270000 608.290000 31.290000 5.420000 576.999999
AcadeMedia 12 -3.440000 586.320000 29.320000 5.260000 557.000004
MedCap 2 -1.320000 450.000000 29.000000 6.890000 421.000000
Resurs Holding 22 -1.410000 600.820000 26.820000 4.670000 573.999998
HMS Networks 2 -3.150000 688.400000 15.400000 2.290000 673.000000
Swedbank A 3 -0.540000 577.950000 13.950000 2.470000 564.000000
Securitas B 6 -0.940000 583.080000 13.080000 2.290000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Coor Service Management Hold. 8 -1.030000 536.400000 4.400000 0.830000 532.000000
Boozt 12 -2.330000 1657.200000 3.200000 0.190000 1653.999996
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.960000 247.920000 1.920000 0.780000 246.000000
Intrum 4 -3.370000 527.000000 0.000000 0.000000 527.000000
OEM International B 7 -2.080000 527.800000 -0.200000 -0.040000 527.999997
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Nordea Bank Abp 29 -0.150000 3449.260000 -4.740000 -0.140000 3453.999992
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Midsona B 63 -2.090000 561.960000 -21.040000 -3.610000 582.999984
Essity B 2 -2.070000 549.000000 -25.000000 -4.360000 574.000000
CTEK 13 -2.290000 505.570000 -28.430000 -5.320000 533.999999
International Petroleum Corp. 5 -1.880000 547.500000 -47.070000 -7.920000 594.565215
Essity A 4 -3.010000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 0.000000 3582.800000 -173.200000 -4.610000 3756.000001
Fasadgruppen Group 35 1.570000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 -3.290000 1400.400000 -263.600000 -15.840000 1663.999992
Ovzon 52 -3.630000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 45829.720000 -1058.850000 -2.88958% 46888.564618

Updated:¶

'2023-01-25 14:42:42.002603'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶